#Three monthly series for the period 1954:1 to 1985:12.  
#The first  series is the commercial paper rate, expressed by the annual
#percentage rate, e.g. 8.36.  
#The second series is the monthly return on the S&P 500 index.  
#The third series is the return, before transaction costs, to an
#investment strategy based on the commercial paper rate.
   2.1100  
   2.1600  
   2.3100  
   2.3100  
   2.2600  
   2.1900  
   2.2200  
   2.2500  
   2.3000  
   2.3800  
   2.3800  
   2.3800  
   2.3500  
   2.3100  
   2.3100  
   2.3100  
   2.3100  
   2.3100  
   2.3100  
   2.3100  
   2.3100  
   2.3100  
   2.3100  
   2.3600  
   2.4400  
   2.6700  
   2.7500  
   2.7500  
   2.7500  
   2.7400  
   2.5500  
   2.3100  
   2.2500  
   2.1100  
   2.0000  
   2.0000  
   1.7600  
   1.5800  
   1.5600  
   1.4500  
   1.3300  
   1.3100  
   1.3100  
   1.3100  
   1.3100  
   1.4700  
   1.6800  
   1.6900  
   1.9000  
   2.0000  
   2.0000  
   2.1100  
   2.3300  
   2.5400  
   2.7000  
   2.8100  
   2.9900  
   3.0000  
   3.0000  
   3.0000  
   3.1400  
   3.2700  
   3.3800  
   3.2700  
   3.2800  
   3.5000  
   3.6300  
   3.6300  
   3.6300  
   3.6300  
   3.6300  
   3.6300  
   3.6300  
   3.6300  
   3.7900  
   3.8800  
   3.9800  
   4.0000  
   4.1000  
   4.0700  
   3.8100  
   3.4900  
   2.6300  
   2.3300  
   1.9000  
   1.7100  
   1.5400  
   1.5000  
   1.9600  
   2.9300  
   3.2300  
   3.0800  
   3.3300  
   3.3000  
   3.2600  
   3.3500  
   3.4200  
   3.5600  
   3.8300  
   3.9800  
   3.9700  
   4.6300  
   4.7300  
   4.6700  
   4.8800  
   4.9100  
   4.6600  
   4.4900  
   4.1600  
   4.2500  
   3.8100  
   3.3900  
   3.3400  
   3.3900  
   3.3000  
   3.2800  
   3.2300  
   2.9800  
   3.0300  
   3.0300  
   2.9100  
   2.7600  
   2.9100  
   2.7200  
   2.9200  
   3.0500  
   3.0000  
   2.9800  
   3.1900  
   3.2600  
   3.2200  
   3.2500  
   3.2000  
   3.1600  
   3.2500  
   3.3600  
   3.3000  
   3.3400  
   3.2700  
   3.2300  
   3.2900  
   3.3400  
   3.2500  
   3.3400  
   3.3200  
   3.2500  
   3.3800  
   3.4900  
   3.7200  
   3.8800  
   3.8800  
   3.8800  
   3.9600  
   3.9700  
   3.8800  
   4.0000  
   3.9100  
   3.8900  
   4.0000  
   3.9600  
   3.8800  
   3.8900  
   4.0000  
   4.0200  
   4.1700  
   4.2500  
   4.2700  
   4.3800  
   4.3800  
   4.3800  
   4.3800  
   4.3800  
   4.3800  
   4.3800  
   4.3800  
   4.3800  
   4.6500  
   4.8200  
   4.8800  
   5.2100  
   5.3800  
   5.3900  
   5.5100  
   5.6300  
   5.8500  
   5.8900  
   6.0000  
   6.0000  
   6.0000  
   5.7300  
   5.3800  
   5.2400  
   4.8300  
   4.6700  
   4.6500  
   4.9200  
   5.0000  
   5.0000  
   5.0700  
   5.2800  
   5.5600  
   5.6000  
   5.5000  
   5.6400  
   5.8100  
   6.1800  
   6.2500  
   6.1900  
   5.8800  
   5.8200  
   5.8000  
   5.9200  
   6.1700  
   6.5300  
   6.6200  
   6.8200  
   7.0400  
   7.3500  
   8.2300  
   8.6500  
   8.3300  
   8.4800  
   8.5600  
   8.4600  
   8.8400  
   8.7800  
   8.5500  
   8.3300  
   8.0600  
   8.2300  
   8.2100  
   8.2900  
   7.9000  
   7.3200  
   6.8500  
   6.3000  
   5.7300  
   5.1100  
   4.4700  
   4.1900  
   4.5700  
   5.1000  
   5.4500  
   5.7500  
   5.7300  
   5.7500  
   5.5400  
   4.9200  
   4.7300  
   4.0800  
   3.9400  
   4.1500  
   4.5800  
   4.5100  
   4.6400  
   4.8500  
   4.8100  
   5.1400  
   5.3000  
   5.2500  
   5.4500  
   5.7800  
   6.2200  
   6.8500  
   7.1400  
   7.2700  
   7.9900  
   9.1800  
  10.2100  
  10.2300  
   8.9200  
   8.9400  
   9.0800  
   8.6600  
   7.8300  
   8.4200  
   9.7900  
  10.6200  
  10.9600  
  11.7200  
  11.6500  
  11.2300  
   9.3600  
   8.8100  
   8.9800  
   7.3000  
   6.3300  
   6.0600  
   6.1500  
   5.8200  
   5.7900  
   6.4400  
   6.7000  
   6.8600  
   6.4800  
   5.9100  
   5.9700  
   5.2700  
   5.2300  
   5.3700  
   5.2300  
   5.5400  
   5.9400  
   5.6700  
   5.4700  
   5.4500  
   5.2200  
   5.0500  
   4.7000  
   4.7400  
   4.8200  
   4.8700  
   4.8700  
   5.3500  
   5.4900  
   5.4100  
   5.8400  
   6.1700  
   6.5500  
   6.5900  
   6.6400  
   6.7900  
   6.8000  
   6.8000  
   6.8600  
   7.1100  
   7.6300  
   7.9100  
   7.9000  
   8.4400  
   9.0300  
  10.2300  
  10.4300  
  10.3200  
  10.0100  
   9.9600  
   9.8700  
   9.9800  
   9.7100  
   9.8200  
  10.3900  
  11.6000  
  13.2300  
  13.2600  
  12.8000  
  12.6600  
  13.6000  
  16.5000  
  14.9300  
   9.2900  
   8.0300  
   8.2900  
   9.6100  
  11.0400  
  12.3200  
  14.7300  
  16.4900  
  15.1000  
  14.8700  
  13.5900  
  14.1700  
  16.6600  
  15.2200  
  16.0900  
  16.6200  
  15.9300  
  14.7200  
  11.9600  
  12.1400  
  13.3500  
  14.2700  
  13.4700  
  13.6400  
  13.0200  
  13.7900  
  13.0000  
  10.8000  
  10.8600  
   9.2100  
   8.7200  
   8.5000  
   8.1500  
   8.3900  
   8.4800  
   8.4800  
   8.3100  
   9.0300  
   9.3600  
   9.6800  
   9.2800  
   8.9800  
   9.0900  
   9.5000  
   9.1800  
   9.3100  
   9.8600  
  10.2200  
  10.8700  
  11.2300  
  11.3400  
  11.1600  
  10.9400  
  10.1600  
   9.0600  
   8.5500  
   8.1500  
   8.6900  
   9.2300  
   8.4700  
   7.8800  
   7.3800  
   7.5700  
   7.7400  
   7.8600  
   7.7900  
   7.6900  
   7.6200  
    0.0496
   -0.0304
   -0.0231
    0.0687
    0.0467
    0.0013
   -0.0104
    0.0096
    0.0415
    0.0179
   -0.0286
    0.0491
   -0.0410
    0.0337
    0.0478
    0.0194
   -0.0071
   -0.0178
    0.0020
    0.0555
    0.0375
   -0.0049
   -0.0107
   -0.0214
   -0.0240
    0.0077
   -0.0135
    0.0269
   -0.0514
    0.0034
    0.0526
    0.0202
    0.0052
    0.0522
    0.0110
    0.0320
    0.0503
    0.0409
    0.0031
    0.0572
   -0.0279
    0.0817
   -0.0168
    0.0870
    0.0520
    0.0195
    0.0098
   -0.0030
    0.0388
    0.0055
    0.0808
    0.0603
   -0.0025
    0.0129
   -0.0288
    0.0795
    0.0015
   -0.0353
    0.0405
    0.0686
   -0.0004
   -0.0611
    0.0401
    0.0516
   -0.0333
   -0.0450
    0.0066
   -0.0050
    0.0363
   -0.0409
   -0.0268
    0.0213
    0.0381
    0.0428
    0.0004
    0.0130
   -0.0518
   -0.0621
   -0.0307
    0.0228
   -0.0403
    0.0435
   -0.0142
    0.0323
    0.0331
    0.0210
    0.0275
    0.0439
    0.0174
    0.0489
    0.0266
    0.0280
    0.0521
    0.0053
    0.0049
    0.0020
    0.0394
    0.0237
   -0.0022
    0.0357
   -0.0103
   -0.0453
    0.0127
    0.0184
    0.0288
   -0.0726
    0.0146
   -0.0124
   -0.0162
    0.0321
    0.0209
   -0.0237
    0.0312
   -0.0608
   -0.0007
    0.0455
    0.0468
    0.0625
    0.0314
    0.0266
    0.0051
    0.0236
   -0.0279
    0.0336
    0.0240
   -0.0186
    0.0294
    0.0437
    0.0046
   -0.0373
    0.0207
   -0.0046
   -0.0626
   -0.0846
   -0.0837
    0.0632
    0.0206
   -0.0476
    0.0064
    0.1031
    0.0152
    0.0494
   -0.0242
    0.0363
    0.0488
    0.0191
   -0.0190
   -0.0022
    0.0521
   -0.0097
    0.0333
   -0.0046
    0.0259
    0.0279
    0.0146
    0.0164
    0.0075
    0.0161
    0.0176
    0.0193
   -0.0119
    0.0297
    0.0096
    0.0005
    0.0056
    0.0339
    0.0031
   -0.0134
    0.0350
   -0.0030
   -0.0485
    0.0146
    0.0268
    0.0329
    0.0285
   -0.0031
    0.0105
    0.0062
   -0.0132
   -0.0207
    0.0218
   -0.0505
   -0.0147
   -0.0121
   -0.0753
   -0.0053
    0.0482
    0.0095
    0.0002
    0.0768
    0.0072
    0.0401
    0.0428
   -0.0489
    0.0188
    0.0457
   -0.0070
    0.0336
   -0.0280
    0.0065
    0.0274
   -0.0434
   -0.0264
    0.0109
    0.0801
    0.0160
    0.0104
   -0.0173
    0.0163
    0.0392
    0.0087
    0.0517
   -0.0410
   -0.0068
   -0.0435
    0.0353
    0.0226
    0.0026
   -0.0557
   -0.0605
    0.0444
   -0.0239
    0.0449
   -0.0301
   -0.0179
   -0.0772
    0.0569
    0.0030
   -0.0931
   -0.0563
   -0.0494
    0.0725
    0.0496
    0.0341
   -0.0097
    0.0522
    0.0568
    0.0410
    0.0140
    0.0375
    0.0370
   -0.0374
    0.0021
   -0.0407
    0.0404
   -0.0056
   -0.0412
    0.0027
    0.0841
    0.0192
    0.0295
    0.0072
    0.0057
    0.0217
   -0.0207
    0.0036
    0.0384
   -0.0036
    0.0106
    0.0493
    0.0130
   -0.0160
   -0.0339
   -0.0002
   -0.0403
   -0.0140
   -0.0051
    0.0386
   -0.0323
    0.0407
    0.0003
   -0.1145
    0.0181
   -0.0085
    0.0019
   -0.0219
   -0.0380
   -0.0276
   -0.0129
   -0.0789
   -0.0864
   -0.1244
    0.1533
   -0.0458
   -0.0179
    0.1179
    0.0652
    0.0234
    0.0481
    0.0496
    0.0452
   -0.0682
   -0.0145
   -0.0333
    0.0618
    0.0308
   -0.0096
    0.1132
   -0.0058
    0.0321
   -0.0099
   -0.0073
    0.0418
   -0.0068
    0.0014
    0.0244
   -0.0208
   -0.0009
    0.0526
   -0.0501
   -0.0152
   -0.0120
    0.0014
   -0.0151
    0.0464
   -0.0152
   -0.0134
    0.0000
   -0.0424
    0.0363
    0.0048
   -0.0614
   -0.0162
    0.0272
    0.0834
    0.0135
   -0.0153
    0.0545
    0.0334
   -0.0048
   -0.0933
    0.0257
    0.0171
    0.0412
   -0.0288
    0.0559
    0.0036
   -0.0169
    0.0402
    0.0109
    0.0593
    0.0025
   -0.0679
    0.0501
    0.0190
    0.0592
    0.0031
   -0.1039
    0.0420
    0.0547
    0.0292
    0.0654
    0.0130
    0.0277
    0.0185
    0.1039
   -0.0320
   -0.0448
    0.0206
    0.0373
   -0.0215
    0.0062
   -0.0080
    0.0007
   -0.0570
   -0.0515
    0.0515
    0.0432
   -0.0269
   -0.0164
   -0.0526
   -0.0060
    0.0406
   -0.0292
   -0.0176
   -0.0217
    0.1193
    0.0109
    0.1067
    0.0429
    0.0172
    0.0342
    0.0257
    0.0358
    0.0731
   -0.0052
    0.0375
   -0.0318
    0.0169
    0.0135
   -0.0135
    0.0230
   -0.0061
   -0.0065
   -0.0333
    0.0170
    0.0069
   -0.0549
    0.0219
   -0.0144
    0.1066
    0.0002
    0.0026
   -0.0102
    0.0250
    0.0740
    0.0136
    0.0018
   -0.0032
    0.0597
    0.0158
   -0.0026
   -0.0061
   -0.0326
    0.0437
    0.0692
    0.0456
  0.0013
  0.0012
  0.0012
  0.0013
  0.0013
  0.0012
  0.0016
  0.0011
  0.0012
  0.0015
  0.0012
  0.0011
  0.0012
  0.0013
  0.0015
  0.0194
 -0.0071
  0.0016
  0.0014
  0.0010
  0.0016
  0.0016
 -0.0107
 -0.0214
 -0.0240
  0.0017
  0.0018
  0.0015
  0.0017
  0.0016
  0.0013
  0.0008
  0.0052
  0.0522
  0.0110
  0.0320
  0.0503
  0.0409
  0.0031
  0.0572
 -0.0279
  0.0817
 -0.0168
  0.0870
  0.0520
  0.0195
  0.0098
 -0.0030
  0.0388
  0.0014
  0.0010
  0.0010
  0.0016
  0.0016
  0.0018
  0.0017
  0.0018
  0.0022
  0.0019
  0.0015
  0.0019
  0.0023
  0.0020
  0.0022
  0.0017
  0.0018
  0.0025
  0.0020
  0.0024
  0.0027
  0.0024
  0.0023
  0.0025
  0.0026
  0.0024
  0.0030
  0.0025
  0.0026
  0.0029
  0.0028
  0.0024
  0.0028
 -0.0142
  0.0323
  0.0331
  0.0210
  0.0275
  0.0439
  0.0174
  0.0489
  0.0266
  0.0280
  0.0521
  0.0053
  0.0049
  0.0022
  0.0020
  0.0022
  0.0024
  0.0025
  0.0019
  0.0031
  0.0030
  0.0026
  0.0034
  0.0033
  0.0029
  0.0035
  0.0019
  0.0027
  0.0024
 -0.0237
  0.0312
 -0.0608
 -0.0007
  0.0455
  0.0468
  0.0625
  0.0314
  0.0266
  0.0051
  0.0236
 -0.0279
  0.0336
  0.0240
 -0.0186
  0.0294
  0.0437
  0.0046
 -0.0373
  0.0020
  0.0020
  0.0022
  0.0024
  0.0020
  0.0027
  0.0023
  0.0021
  0.0025
  0.0020
  0.0023
  0.0025
  0.0023
  0.0023
  0.0025
  0.0024
  0.0023
  0.0027
  0.0025
  0.0027
  0.0029
  0.0027
  0.0029
  0.0030
  0.0026
  0.0031
  0.0029
  0.0026
  0.0030
  0.0030
  0.0028
  0.0028
  0.0029
  0.0029
  0.0031
  0.0028
  0.0030
  0.0036
  0.0031
  0.0031
  0.0035
  0.0031
  0.0033
  0.0031
  0.0031
  0.0035
  0.0033
  0.0038
  0.0035
  0.0038
  0.0034
  0.0041
  0.0038
  0.0035
  0.0041
  0.0040
  0.0045
  0.0040
  0.0040
  0.0043
  0.0036
  0.0039
  0.0032
 -0.0489
  0.0188
  0.0457
 -0.0070
  0.0336
 -0.0280
  0.0065
  0.0274
 -0.0434
 -0.0264
  0.0038
  0.0043
  0.0045
  0.0043
  0.0048
  0.0042
  0.0043
  0.0044
  0.0042
  0.0043
  0.0053
  0.0046
  0.0046
  0.0053
  0.0048
  0.0051
  0.0053
  0.0050
  0.0062
  0.0060
  0.0052
  0.0064
  0.0060
  0.0062
  0.0057
  0.0050
  0.0053
  0.0058
  0.0725
  0.0496
  0.0341
 -0.0097
  0.0522
  0.0568
  0.0410
  0.0140
  0.0375
  0.0370
 -0.0374
  0.0021
 -0.0407
  0.0404
 -0.0056
 -0.0412
  0.0027
  0.0841
  0.0192
  0.0295
  0.0072
  0.0057
  0.0030
 -0.0207
  0.0036
  0.0384
 -0.0036
  0.0106
  0.0493
  0.0037
  0.0044
  0.0041
  0.0046
  0.0052
  0.0051
  0.0051
  0.0064
  0.0070
  0.0068
  0.0065
  0.0056
  0.0064
  0.0063
  0.0058
  0.0056
  0.0075
  0.0075
  0.0060
  0.0070
  0.0060
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